+3,264.4%
CSGP vs VMC
+1,001.1%
+2,263.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.4% | -2.8% |
| 7D | -4.1% | -4.3% | +0.3% | -2.6% |
| 30D | +2.3% | -8.2% | +10.6% | +5.5% |
| 3M | -8.2% | -7.0% | -1.1% | -6.1% |
| 6M | -35.1% | -10.8% | -24.3% | -33.0% |
| YTD | -54.0% | -7.4% | -46.6% | -53.5% |
| 1Y | -65.3% | -9.5% | -55.8% | -64.7% |
| 3Y | -62.6% | +20.5% | -83.0% | -66.3% |
| 5Y | -64.8% | +51.6% | -116.4% | -70.9% |
| 10Y | +45.1% | +150.0% | -105.0% | -7.8% |
| All | +3,264.4% | +1,001.1% | +2,263.3% | +907.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling